You should not add the 3 six dimensional variables!!! By adding them you are getting a multivariate normal variable and not a mixture!
To get a mixture with probabilities p1 for the first, p2 for the second and p3 for the third one (p1+p2+p3=1), simulate a [0,1] uniform variable X and return the first one if X < p1, the second one if p1 <= X < p1+p2 and the third one if X >= p1+p2. --- On Mon, 16/6/08, Peng Jiang <[EMAIL PROTECTED]> wrote: > From: Peng Jiang <[EMAIL PROTECTED]> > Subject: [R] simulating Gaussian Mixture Method > To: [email protected] > Received: Monday, 16 June, 2008, 3:48 PM > Hi, > > I have a mixture pdf which has three components, each > satisfies the > 6 dimension normal distribution. > > I use mvrnorm() from the MASS library to generate 1000 > samples for > each component and I add them > to get the random samples which satisfies with the > mixture > distribution. > > I use Mclust() from the mclust library to get the model > of the > samples and strange things happened. > First it gave a warning > > > samplesMclust <- Mclust( samples ) > > Warning messages: > 1: In summary.mclustBIC(Bic, data, G = G, modelNames = > modelNames) : > best model occurs at the min or max # of components > considered > 2: In Mclust(samples) : optimal number of clusters occurs > at min choice > > Then I input > > samplesMclust > > best model: XXI with 1 components > > it says the best model is with 1 component ! > > I am confused ... Is it because the way that I generate > samples is > wrong??? > > thanks so much ! > > > > > -------------------------- > Peng Jiang > 江鹏 > Ph.D. Candidate > > Antai College of Economics & Management > 安泰经济管理学院 > Department of Mathematics > 数学系 > Shanghai Jiaotong University (Minhang Campus) > 800 Dongchuan Road > 200240 Shanghai > P. R. China > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, > reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
